Probably not great advice if you're looking specifically for a practice that'll quickly teach the habit of carrying tactical decisions through into strategic goals -- in this context that's something you only get from lots of blade-to-blade practice, and the koryu arts are almost universally very heavy on kata. In a typical dojo you might not get to freestyle sparring for a year or more. Western reconstructionist fencing tends to be less so, but there's still a pretty serious ramp-up period in every salle I've ever been exposed to.

On the other hand, if you can get past that period, just about any martial art which involves partnered practice is remarkably good at developing the skill of instrumentalizing strategic thinking (though it still needs to be generalized to the rest of life, a difficult trick which probably qualifies as a virtue of rationality in its own right). Weapon arts (and aikido, but it's unique in this respect among the empty-hand arts I've studied) are also good for developing a habit which is difficult to put into words, but which might be approximated as "presence" or "mindfulness".

I think this is one of the earlier mentions.

From Musashi:

"The primary thing when you take a sword in your hands is your intention to cut the enemy, whatever the means. Whenever you parry, hit, spring, strike or touch the enemy’s cutting sword, you must cut the enemy in the same movement. It is essential to attain this. If you think only of hitting, springing, striking or touching the enemy, you will not be able actually to cut him. More than anything, you must be thinking of carrying your movement through to cutting him.”

Pretty sure it's mentioned in Twelve Virtues of Rationality, which provides a decent summary in context -- although you should read Musashi's Book of Five Rings if you really want to absorb the concept. He's a lucid (if sometimes infuriatingly vague) writer, and there are several good translations floating around.